Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK OTC - ICE OTC (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 176,250 : : Positions : : 94,121 120,357 14,682 15,477 15,745 16,475 1,786 19,030 11,538 292 3,327 : : : : Changes from: April 17, 2012 : : 4,302 2,809 760 561 186 -2,049 592 165 1,228 66 -554 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 68.3 8.3 8.8 8.9 9.3 1.0 10.8 6.5 0.2 1.9 : : : : Number of Traders in Each Category Total Traders: 81 : : 44 41 5 9 11 8 . 7 10 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE OTC (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 75,265 : : Positions : : 60,326 53,430 2,491 10,112 9,801 1,040 324 147 140 181 1,270 : : : : Changes from: April 17, 2012 : : 316 373 -536 -737 489 -26 94 -95 -128 -104 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 71.0 3.3 13.4 13.0 1.4 0.4 0.2 0.2 0.2 1.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 25 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE OTC (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 752,440 : : Positions : : 647,331 527,113 1,021 128,388 88,310 3,544 0 3,888 3,933 328 4,413 : : : : Changes from: April 17, 2012 : : 3,033 -304 176 2,769 -5,937 -2,056 0 -768 352 -960 608 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 70.1 0.1 17.1 11.7 0.5 0.0 0.5 0.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 23 . 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME OTC - ICE OTC (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,570,390 : : Positions : :1,046,832 1,219,061 195,274 78,790 166,525 63,767 6,760 79,461 10,750 12,030 7,763 : : : : Changes from: April 17, 2012 : : 5,564 -3,056 -3,171 -1,919 -12,489 816 376 -784 -2,532 5,276 -1,093 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 77.6 12.4 5.0 10.6 4.1 0.4 5.1 0.7 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 33 5 . 6 4 . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 101,775 : : Positions : : 68,320 79,104 19,918 9,566 11,101 892 497 72 593 216 797 : : : : Changes from: April 17, 2012 : : 3,147 147 -1,909 1,202 -28 141 -73 -189 370 163 -166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 77.7 19.6 9.4 10.9 0.9 0.5 0.1 0.6 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 28 4 5 5 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF PEAK OTC - ICE OTC (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 675,292 : : Positions : : 510,948 507,034 123,491 136,956 22,717 656 7,280 0 16,175 0 1,305 : : : : Changes from: April 17, 2012 : : 18,423 10,246 -10,952 1,216 0 656 0 0 3,335 0 1,305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 75.1 18.3 20.3 3.4 0.1 1.1 0.0 2.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 18 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 72,845 : : Positions : : 42,516 35,654 468 25,698 6,469 18,731 240 2,580 90 755 171 : : : : Changes from: April 17, 2012 : : 1,459 1,352 0 -278 62 -120 0 0 0 240 -184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 48.9 0.6 35.3 8.9 25.7 0.3 3.5 0.1 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 22 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 17,148 : : Positions : : 10,664 12,147 1,375 108 1,561 120 142 1,790 0 428 282 : : : : Changes from: April 17, 2012 : : 112 132 0 0 0 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 70.8 8.0 0.6 9.1 0.7 0.8 10.4 0.0 2.5 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 9,261 : : Positions : : 6,457 4,712 0 2,236 136 0 690 320 372 0 8 : : : : Changes from: April 17, 2012 : : 80 60 0 0 0 0 20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 50.9 0.0 24.1 1.5 0.0 7.5 3.5 4.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 13,135 : : Positions : : 5,569 8,845 1,248 820 1,574 0 1,224 292 3,460 0 0 : : : : Changes from: April 17, 2012 : : -182 66 0 0 0 0 -20 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 67.3 9.5 6.2 12.0 0.0 9.3 2.2 26.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 14 . . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 27,474 : : Positions : : 20,531 12,923 1,530 7,836 2,056 508 3,010 400 248 0 100 : : : : Changes from: April 17, 2012 : : -60 7 0 -40 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 47.0 5.6 28.5 7.5 1.8 11.0 1.5 0.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . 4 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 9,824 : : Positions : : 5,249 6,222 619 53 1,194 1,176 0 230 0 0 0 : : : : Changes from: April 17, 2012 : : -20 -20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 63.3 6.3 0.5 12.2 12.0 0.0 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 13,370 : : Positions : : 9,747 7,138 881 1,735 907 18 964 874 0 988 0 : : : : Changes from: April 17, 2012 : : 298 144 -120 0 0 18 -222 -18 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 53.4 6.6 13.0 6.8 0.1 7.2 6.5 0.0 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 66,185 : : Positions : : 60,694 55,000 2,797 8,491 2,694 0 0 0 0 0 0 : : : : Changes from: April 17, 2012 : : 45 45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 83.1 4.2 12.8 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 1,046,602 : : Positions : : 946,290 871,453 47,648 122,485 52,664 0 0 0 0 0 0 : : : : Changes from: April 17, 2012 : : 5,481 5,481 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 83.3 4.6 11.7 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 31,445 : : Positions : : 27,108 14,151 4,337 17,294 0 0 0 0 0 0 0 : : : : Changes from: April 17, 2012 : : 80 80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 45.0 13.8 55.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 565,473 : : Positions : : 491,753 247,697 73,720 317,776 0 0 0 0 0 0 0 : : : : Changes from: April 17, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 43.8 13.0 56.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 119,008 : : Positions : : 65,141 111,198 52,483 6,681 1,129 0 0 0 0 0 0 : : : : Changes from: April 17, 2012 : : 1,037 1,037 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 93.4 44.1 5.6 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 23 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,696,814 : : Positions : : 932,013 1,566,175 732,810 98,648 30,031 0 0 0 1,960 1,960 0 : : : : Changes from: April 17, 2012 : : 19,848 19,848 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 92.3 43.2 5.8 1.8 0.0 0.0 0.0 0.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 12 21 4 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 65,775 : : Positions : : 42,612 40,304 4,553 8,508 5,643 3,505 3,305 7,800 1,447 0 215 : : : : Changes from: April 17, 2012 : : 220 220 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 61.3 6.9 12.9 8.6 5.3 5.0 11.9 2.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 14 5 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,186,119 : : Positions : : 953,145 508,371 48,347 421,056 104,412 0 125,170 0 56,890 3,785 23,325 : : : : Changes from: April 17, 2012 : : 1,152 1,152 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 42.9 4.1 35.5 8.8 0.0 10.6 0.0 4.8 0.3 2.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 16 . 5 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 46,393 : : Positions : : 40,891 34,709 3,338 8,920 1,632 0 317 0 210 408 110 : : : : Changes from: April 17, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 74.8 7.2 19.2 3.5 0.0 0.7 0.0 0.5 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 50,847 : : Positions : : 30,034 39,186 17,034 4,692 1,275 1,910 5,100 0 0 0 0 : : : : Changes from: April 17, 2012 : : 1,275 0 0 -1,275 1,275 0 2,550 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 77.1 33.5 9.2 2.5 3.8 10.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 14,383 : : Positions : : 8,413 9,609 2,776 2,670 1,466 0 0 0 573 80 176 : : : : Changes from: April 17, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 66.8 19.3 18.6 10.2 0.0 0.0 0.0 4.0 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A69 Open Interest is 13,926 : : Positions : : 9,912 8,984 2,238 2,077 1,266 0 0 0 319 1,259 0 : : : : Changes from: April 17, 2012 : : 701 510 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 64.5 16.1 14.9 9.1 0.0 0.0 0.0 2.3 9.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 808,093 : : Positions : : 734,930 536,698 23,767 201,720 25,228 23,400 0 0 768 44,447 0 : : : : Changes from: April 17, 2012 : : 15,805 0 0 0 0 0 0 0 0 15,805 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 66.4 2.9 25.0 3.1 2.9 0.0 0.0 0.1 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 888,844 : : Positions : : 446,399 629,579 318,955 136,140 58,680 35,450 35,085 29,360 0 0 0 : : : : Changes from: April 17, 2012 : : 23,400 0 23,400 0 -23,400 -11,715 35,085 11,715 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 70.8 35.9 15.3 6.6 4.0 3.9 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . . . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 27, 2012